US Treasury Auction Calendar Mar-21 17:25 By: Bill Sokolis
US
Tsy futures holding weaker, near midday lows after $12B 20Y bond auction (912810TQ1) reopen tails slightly: 3.909% high yield vs. 3.905% WI; 2.53x bid-to-cover vs. prior month's 2.54x. Indirect take-up 67.03% vs. 75.3% prior month; direct bidder take-up 21.06% vs. 17.97% prior; primary dealer take-up climbs to 11.93% vs. 6.73%. Next 20Y auction (re-open) is tentatively scheduled for April 19. Date Time Amt Security CUSIP 21-Mar 1130ET $34B 52W Bill (912797LL9), 4.390% 21-Mar 1300ET $12B 20Y Bond Re-open (912810TQ1),3.909% vs. 3.905% WI 22-Mar 1130ET $36B 17W Bill (912797FZ5) 23-Mar 1130ET $60B 4W Bill (912796CV9) 23-Mar 1130ET $50B 8W Bill (912797FF9) 23-Mar 1300ET $15B 10Y TIPS R/O (91282CGK1) 27-Mar 1130ET TBA 13W Bill (912796ZR3) 27-Mar 1130ET TBA 26W Bill (912796CS6) 27-Mar 1300ET TBA 2Y Note (91282CGU9) 28-Mar 1300ET TBA 5Y Note (91282CGT2) 29-Mar 1130ET TBA 2Y Note FRN R/O (91282CGF2) 29-Mar 1300ET TBA 7Y Note (91282CGS4) 11-Apr 1300ET TBA 3Y Note 6-Apr 12-Apr 1300ET TBA 10Y Note R/O 6-Apr 13-Apr 1300ET TBA 30Y Bond R/O 6-Apr 19-Apr 1300ET TBA 20Y Bond R/O 13-Apr 20-Apr 1300ET TBA 5Y TIPS 13-Apr 25-Apr 1300ET TBA 2Y Note 20-Apr 26-Apr 1130ET TBA 2Y Note FRN 20-Apr 26-Apr 1300ET TBA 5Y Note 20-Apr 27-Apr 1300ET TBA 7Y Note 20-Apr 9-May 1300ET TBA 3Y Note 3-May 10-May 1300ET TBA 10Y Note 3-May 11-May 1300ET TBA 30Y Bond 3-May 17-May 1300ET TBA 20Y Bond 11-May 18-May 1300ET TBA 10Y TIPS R/O 11-May 23-May 1300ET TBA 2Y Note 18-May 24-May 1300ET TBA 2Y FRN Note R/O 18-May 24-May 1300ET TBA 5Y Note 18-May 25-May 1300ET TBA 7Y Note 18-May 12-Jun 1130ET TBA 3Y Note 8-Jun 12-Jun 1300ET TBA 10Y Note R/O 8-Jun 13-Jun 1300ET TBA 30Y Bond R/O 8-Jun 21-Jun 1300ET TBA 20Y Bond R/O 15-Jun 22-Jun 1300ET TBA 5Y TIPS R/O 15-Jun 26-Jun 1300ET TBA 2Y Note 22-Jun 27-Jun 1300ET TBA 5Y Note 22-Jun 28-Jun 1130ET TBA 2Y FRN R/O 22-Jun 28-Jun 1300ET TBA 7Y Note 22-Jun 11-Jul 1300ET TBA 3Y Note 6-Jul 12-Jul 1300ET TBA 10Y Note R/O 6-Jul 13-Jul 1300ET TBA 30Y Bond R/O 6-Jul 19-Jul 1300ET TBA 20Y Bond R/O 13-Jul 20-Jul 1300ET TBA 10Y TIPS 13-Jul 24-Jul 1300ET TBA 2Y Note 20-Jul 25-Jul 1300ET TBA 5Y Note 20-Jul 26-Jul 1300ET TBA 2Y FRN 20-Jul 27-Jul 1300ET TBA 7Y Note 20-Jul